+2,541.1%
DUK vs STT
+7,372.9%
-4,831.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -1.7% | +3.9% | -5.5% | -2.3% |
| 3M | -0.4% | +20.0% | -20.4% | -3.2% |
| 6M | -7.2% | +55.3% | -62.6% | -13.4% |
| YTD | +5.3% | +53.3% | -48.1% | -1.7% |
| 1Y | +3.0% | +74.7% | -71.7% | -5.9% |
| 3Y | +53.1% | +205.8% | -152.8% | +27.4% |
| 5Y | +37.9% | +145.0% | -107.1% | +16.6% |
| 10Y | +124.8% | +266.0% | -141.2% | +72.2% |
| All | +2,541.1% | +7,372.9% | -4,831.8% | +953.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling